This is a very fraught topic for a couple reasons.

1. The Term "american indians" covers hundreds of diverse cultural groups with differing languages, cultural, religious and social practices. Because gender and sexuality or at least how they are perceived are heavily rooted in culture it's very difficult to generalize whether "indians" did anything.

2. Because virtually no native groups left written records of their culture, most contemporary accounts of native culture come early accounts of Europeans. They naturally viewed native culture through their own lens and accordingly described them in terms of their own culture. The few historical sources that exist have to be viewed through that lens, and then people also frequently look at modern descriptions of people within native cultures describing their own culture. That's more of a sociological issue than a historical one because modern native culture is not necessarily equivalent to historical native culture.

Within those major caveats there is some evidence. More than a few native groups appear to have recognized more than two genders. the Navajo are a well documented example as having recognized four "genders" so to speak. Oversimplfying: masculine man, feminine man, feminine woman, masculine woman. Early European explorers saw this and similar examples and wrote of "men who dressed and acted as women and passed as sodomites by profession." (don pedro fages 1775)

It's likely that McVeigh Kaczynski was referencing a more controversial concept called "two spirits " which very generally is the idea that someone might have both a male and female spirit in their body. this is controversial because it doesn't arise from any specific group but is a pan Indian concept attempting to describe a phenomenon that occurred or was recognized in many different tribes. It's heavily referenced in modern LGBT literature. But again because of cultural differences it's not exactly identical to either the modern ideas of homosexuality or transexuality.